From Sobol to Sinkhorn: A Transport Revolution in Sensitivity Analysis
TL;DR for operators Models rarely fail because nobody ran a sensitivity analysis. They fail because the sensitivity analysis answered the convenient question instead of the relevant one. The paper behind gsaot introduces an R package for Optimal Transport-based global sensitivity analysis.1 Its practical value is not that it makes Sobol’ indices obsolete. It does not. The useful shift is narrower and more interesting: gsaot estimates how much the entire output distribution changes when an input is known, rather than asking only how much of the output variance can be attributed to that input. ...